+302.1%
WMB vs CRL
+241.6%
+60.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +4.9% | +2.8% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | +7.7% | +5.0% | +2.8% | +6.5% |
| 3M | +6.7% | +50.6% | -43.9% | -2.6% |
| 6M | +3.6% | +60.9% | -57.3% | -7.7% |
| YTD | +28.0% | +40.7% | -12.7% | +16.7% |
| 1Y | +37.6% | +73.3% | -35.7% | +18.4% |
| 3Y | +149.0% | +40.6% | +108.5% | +113.2% |
| 5Y | +285.3% | -37.0% | +322.3% | +323.4% |
| 10Y | +302.1% | +244.3% | +57.8% | +108.6% |
| All | +302.1% | +241.6% | +60.5% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling